+21.4%
ALC vs MTCH
-23.1%
+44.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | -3.7% | -1.8% | -1.9% | -3.3% |
| 30D | -3.7% | +10.4% | -14.2% | -5.7% |
| 3M | +4.6% | +21.0% | -16.4% | +0.4% |
| 6M | -14.6% | +36.6% | -51.2% | -20.2% |
| YTD | -11.9% | +29.7% | -41.5% | -16.9% |
| 1Y | -13.1% | +8.6% | -21.7% | -15.3% |
| 3Y | -15.0% | -2.7% | -12.3% | -17.5% |
| 5Y | -16.2% | -72.9% | +56.7% | +1.8% |
| All | +21.4% | -23.1% | +44.5% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling